920 resultados para kernel estimators
Resumo:
We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.
Resumo:
We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly consistent and asymptotically normal. The induced smoothing approach provides an effective way for obtaining asymptotic covariance matrices for between- and within-cluster estimators and for a combined estimator to take account of within-cluster correlations. We also carry out extensive simulation studies to assess the performance of different estimators. The proposed methodology is substantially Much faster in computation and more stable in numerical results than the existing methods. We apply the proposed methodology to a dataset from a randomized clinical trial.
Resumo:
There are numerous load estimation methods available, some of which are captured in various online tools. However, most estimators are subject to large biases statistically, and their associated uncertainties are often not reported. This makes interpretation difficult and the estimation of trends or determination of optimal sampling regimes impossible to assess. In this paper, we first propose two indices for measuring the extent of sampling bias, and then provide steps for obtaining reliable load estimates by minimizing the biases and making use of possible predictive variables. The load estimation procedure can be summarized by the following four steps: - (i) output the flow rates at regular time intervals (e.g. 10 minutes) using a time series model that captures all the peak flows; - (ii) output the predicted flow rates as in (i) at the concentration sampling times, if the corresponding flow rates are not collected; - (iii) establish a predictive model for the concentration data, which incorporates all possible predictor variables and output the predicted concentrations at the regular time intervals as in (i), and; - (iv) obtain the sum of all the products of the predicted flow and the predicted concentration over the regular time intervals to represent an estimate of the load. The key step to this approach is in the development of an appropriate predictive model for concentration. This is achieved using a generalized regression (rating-curve) approach with additional predictors that capture unique features in the flow data, namely the concept of the first flush, the location of the event on the hydrograph (e.g. rise or fall) and cumulative discounted flow. The latter may be thought of as a measure of constituent exhaustion occurring during flood events. The model also has the capacity to accommodate autocorrelation in model errors which are the result of intensive sampling during floods. Incorporating this additional information can significantly improve the predictability of concentration, and ultimately the precision with which the pollutant load is estimated. We also provide a measure of the standard error of the load estimate which incorporates model, spatial and/or temporal errors. This method also has the capacity to incorporate measurement error incurred through the sampling of flow. We illustrate this approach using the concentrations of total suspended sediment (TSS) and nitrogen oxide (NOx) and gauged flow data from the Burdekin River, a catchment delivering to the Great Barrier Reef. The sampling biases for NOx concentrations range from 2 to 10 times indicating severe biases. As we expect, the traditional average and extrapolation methods produce much higher estimates than those when bias in sampling is taken into account.
Resumo:
We consider ranked-based regression models for clustered data analysis. A weighted Wilcoxon rank method is proposed to take account of within-cluster correlations and varying cluster sizes. The asymptotic normality of the resulting estimators is established. A method to estimate covariance of the estimators is also given, which can bypass estimation of the density function. Simulation studies are carried out to compare different estimators for a number of scenarios on the correlation structure, presence/absence of outliers and different correlation values. The proposed methods appear to perform well, in particular, the one incorporating the correlation in the weighting achieves the highest efficiency and robustness against misspecification of correlation structure and outliers. A real example is provided for illustration.
Resumo:
In analysis of longitudinal data, the variance matrix of the parameter estimates is usually estimated by the 'sandwich' method, in which the variance for each subject is estimated by its residual products. We propose smooth bootstrap methods by perturbing the estimating functions to obtain 'bootstrapped' realizations of the parameter estimates for statistical inference. Our extensive simulation studies indicate that the variance estimators by our proposed methods can not only correct the bias of the sandwich estimator but also improve the confidence interval coverage. We applied the proposed method to a data set from a clinical trial of antibiotics for leprosy.
Resumo:
We consider rank-based regression models for repeated measures. To account for possible withinsubject correlations, we decompose the total ranks into between- and within-subject ranks and obtain two different estimators based on between- and within-subject ranks. A simple perturbation method is then introduced to generate bootstrap replicates of the estimating functions and the parameter estimates. This provides a convenient way for combining the corresponding two types of estimating function for more efficient estimation.
Resumo:
This paper considers the one-sample sign test for data obtained from general ranked set sampling when the number of observations for each rank are not necessarily the same, and proposes a weighted sign test because observations with different ranks are not identically distributed. The optimal weight for each observation is distribution free and only depends on its associated rank. It is shown analytically that (1) the weighted version always improves the Pitman efficiency for all distributions; and (2) the optimal design is to select the median from each ranked set.
Resumo:
We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "Working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.
Resumo:
Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.
Resumo:
The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.
Resumo:
Statistical methods are often used to analyse commercial catch and effort data to provide standardised fishing effort and/or a relative index of fish abundance for input into stock assessment models. Achieving reliable results has proved difficult in Australia's Northern Prawn Fishery (NPF), due to a combination of such factors as the biological characteristics of the animals, some aspects of the fleet dynamics, and the changes in fishing technology. For this set of data, we compared four modelling approaches (linear models, mixed models, generalised estimating equations, and generalised linear models) with respect to the outcomes of the standardised fishing effort or the relative index of abundance. We also varied the number and form of vessel covariates in the models. Within a subset of data from this fishery, modelling correlation structures did not alter the conclusions from simpler statistical models. The random-effects models also yielded similar results. This is because the estimators are all consistent even if the correlation structure is mis-specified, and the data set is very large. However, the standard errors from different models differed, suggesting that different methods have different statistical efficiency. We suggest that there is value in modelling the variance function and the correlation structure, to make valid and efficient statistical inferences and gain insight into the data. We found that fishing power was separable from the indices of prawn abundance only when we offset the impact of vessel characteristics at assumed values from external sources. This may be due to the large degree of confounding within the data, and the extreme temporal changes in certain aspects of individual vessels, the fleet and the fleet dynamics.
Resumo:
Some properties of the eigenvalues of the integral operator Kgt defined as Kτf(x) = ∫0τK(x − y) f (y) dy were studied by [1.], 554–566), with some assumptions on the kernel K(x). In this paper the eigenfunctions of the operator Kτ are shown to be continuous functions of τ under certain circumstances. Also, the results of Vittal Rao and the continuity of eigenfunctions are shown to hold for a larger class of kernels.
Resumo:
Changes in chemical composition, physical and sensory characteristics were followed in two pecan cultivars Wichita and Western Schley harvested from a commercial orchard at Gatton in Queensland seven times during 1996.Testa colour of both pecan cultivars darkened and opalescence decreased as the nuts matured. Bitterness of Western Schley pecans decreased with maturity. Colour of shuck, shell and kernel of both cultivars developed as the nuts matured. Wichita pecans were larger than Western Schley at all harvest times. Both nut-in-shell and kernel moisture decreased with maturity, whereas oil and sucrose contents increased. Both pecan cultivars had reached advanced maturation by the first harvest on March 18.
Resumo:
The field bean (Dolichos lab lab ; Tamil name, Mochai ; Kanarese, Avarai) is a legume which is widely cultivated in South India often as a mixed crop with cereals. The kernel of the seed enters into the diet of may South Indian households, and in the Mysore State the seed are used as a delicacy when they are green for over four months in the year. The haulm, husk and pods are commonly used a fodder. As the kernel which is widely used as an article of food and considered to be very nutritious, contains about 24% of protein hitherto uninvestigated and as the quality of protein plays an important role in nutrition, the present work was undertaken.
Resumo:
The effect of moisture content and storage temperature on the high quality storage life on macadamia nut-in-shell (NIS), and the subsequent influence of NIS storage on the shelf-life of roasted kernel, is being investigated. Macadamia integrifolia 'Keauhou" (HAES 246) NIS is being stored at 5°, 25°C and 40°C with a moisture content of 15.0, 12.5, 10.0, 7.5 and 3.5% for a maximum of 12 months. Preliminary results showed that unacceptable levels of visual mould developed on NIS with 15.0 and 12.5% moisture at 25°C following relatively short periods of storage. Discolouration and the production of an off-flavour in the raw kernel resulted after 1 month's storage of NIS with a moisture content of 10.0% at 40°C. Roasting times were reduced with increased storage duration of NIS with a moisture content of 15.0, 12.5 and 10.0% at 25°C, 15.0 and 12.5% at 5°C and 3.5% at 40°C. The percentage of roasted kernel rejects increased with increased storage duration of NIS with a moisture content of 15.0 and 12.5% at 25°C.